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FOSS Trading
Algorithmic Trading with Free Open Source Software
Blog
Disclosures
Friday, November 12, 2010
Risk-Opportunity Analysis
I will be attending
Ralph Vince's
risk-opportunity analysis workshop
in Tampa this weekend. Drop me a note if you're in the area and would like to meet for coffee / drinks.
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World Beta - Engineering Targeted Returns and Risk
Great Lo Video
11 hours ago
Au.Tra.Sy blog - Automated trading System
Trend Following Wizards – January 2012
1 week ago
Timely Portfolio
Simplified Example of Systematic Investor’s Fine Work
2 weeks ago
MarketSci Blog
TAA Model for February, 2012
4 weeks ago
Quantivity
Direction of Change Forecasting
1 month ago
Quantum Financier
2012 Wishes
2 months ago
Tr8dr
Thought Experiment On Randomness
4 months ago
Max Dama on Automated Trading
New Website Software Stack
1 year ago
Skill Analytics
MOMO1 has buys for tomorrow…
2 years ago
Programming
The R Project
R-bloggers
R SIG-Finance Mailing List Archive
R Finance Task View
quantmod: Quantitative Financial Modeling & Trading Framework for R
TTR: Technical Trading Rules
xts: eXtensible Time Series
LSPM: Leverage Space Portfolio Modeler
IBrokers: R access to Interactive Brokers Trader Workstation API
blotter: Transaction-oriented infrastructure for trading systems & simulation
pack : manipulate and convert raw binary
TA-lib
FIDAL
Market Data
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Stock Futures and Fair Value
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Blog Archive
►
2011
(18)
►
December
(1)
R/Finance 2012 Call for Papers
►
September
(2)
Denver 10/1-10/5
TTR_0.21-0 on CRAN
►
August
(2)
Tactical asset allocation using quantstrat
Introduction to quantstrat
►
July
(1)
Creating Financial Instrument metadata in R
►
June
(1)
The R Journal, Volume 3/1
►
May
(2)
R/Finance 2011 Presentations are online
Timely Portfolio: LSPM Examples
►
April
(2)
Leverage Space Indexes Announced
RQuantLib Windows binary on CRAN
►
March
(5)
How to backtest a strategy in R
Risk-Opportunity Analysis: Houston
How to backtest a strategy in Excel
R/Finance 2011 Registration Open
Moving from Excel to R
►
February
(2)
Backtesting in Excel and R
Stack Exchange: Quantitative Finance in public bet...
▼
2010
(18)
►
December
(3)
R/Finance 2011 Call for Papers
Why Use R?
Build RQuantLib on 32-bit Windows
▼
November
(1)
Risk-Opportunity Analysis
►
October
(1)
Algorithmic Trading with IBrokers
►
August
(2)
Patrick Burns is blogging
Margin Constraints with LSPM
►
June
(1)
Estimating Probability of Drawdown
►
May
(2)
LSPM Joint Probability Tables
Introducing IBrokers (and Jeff Ryan)
►
April
(3)
Thoughts on LSPM from R/Finance 2010
Historical / Future Volatility Correlation Stabili...
Maximum Probability of Profit
►
March
(1)
TTR_0.20-2 on CRAN
►
February
(2)
Updated Tactical Asset Allocation Results
R/Finance 2010: Registration Open
►
January
(2)
LSPM with snow
LSPM Examples
►
2009
(15)
►
November
(2)
Tactical asset allocation using blotter
opentick alternatives
►
October
(1)
Xasax closes shop
►
September
(1)
Update
►
July
(1)
David Varadi's RSI(2) alternative
►
June
(1)
RSI(2) Evaluation
►
May
(3)
Packages featured with Inference for R
R/Finance 2009 Presentations Online
RSI(2) with Position Sizing
►
April
(3)
R/Finance 2009 Overview
opentick is no more
Testing RSI(2) with R, First Steps
►
February
(2)
Registration for R/Finance 2009 is Open!
TTR_0.2 on CRAN
►
January
(1)
►
2008
(3)
►
December
(2)
►
September
(1)
Labels
API
(1)
blotter
(2)
Code
(7)
Data
(4)
Drawdown
(1)
Events
(13)
Examples
(14)
Excel
(4)
HIstorical Data
(1)
IBrokers
(3)
Interactive Brokers
(1)
LSPM
(11)
quantmod
(1)
quantstrat
(2)
R
(14)
Releases
(3)
TTR
(5)
xts
(1)